+208.5%
TXN vs OTIS
+91.8%
+116.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.5% |
| 7D | +2.7% | -2.2% | +4.8% | +3.7% |
| 30D | -6.7% | -4.3% | -2.4% | -5.0% |
| 3M | -8.9% | -2.2% | -6.7% | -8.4% |
| 6M | +34.7% | -19.9% | +54.6% | +48.6% |
| YTD | +53.3% | -19.3% | +72.6% | +68.0% |
| 1Y | +45.0% | -19.6% | +64.6% | +58.8% |
| 3Y | +73.1% | -11.5% | +84.6% | +82.0% |
| 5Y | +59.9% | -16.8% | +76.7% | +67.5% |
| All | +208.5% | +91.8% | +116.7% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OTIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling